NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.144 |
4.210 |
0.066 |
1.6% |
4.195 |
| High |
4.226 |
4.301 |
0.075 |
1.8% |
4.301 |
| Low |
4.086 |
4.189 |
0.103 |
2.5% |
4.044 |
| Close |
4.179 |
4.261 |
0.082 |
2.0% |
4.261 |
| Range |
0.140 |
0.112 |
-0.028 |
-20.0% |
0.257 |
| ATR |
0.115 |
0.116 |
0.000 |
0.4% |
0.000 |
| Volume |
85,120 |
65,039 |
-20,081 |
-23.6% |
437,219 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.586 |
4.536 |
4.323 |
|
| R3 |
4.474 |
4.424 |
4.292 |
|
| R2 |
4.362 |
4.362 |
4.282 |
|
| R1 |
4.312 |
4.312 |
4.271 |
4.337 |
| PP |
4.250 |
4.250 |
4.250 |
4.263 |
| S1 |
4.200 |
4.200 |
4.251 |
4.225 |
| S2 |
4.138 |
4.138 |
4.240 |
|
| S3 |
4.026 |
4.088 |
4.230 |
|
| S4 |
3.914 |
3.976 |
4.199 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.973 |
4.874 |
4.402 |
|
| R3 |
4.716 |
4.617 |
4.332 |
|
| R2 |
4.459 |
4.459 |
4.308 |
|
| R1 |
4.360 |
4.360 |
4.285 |
4.410 |
| PP |
4.202 |
4.202 |
4.202 |
4.227 |
| S1 |
4.103 |
4.103 |
4.237 |
4.153 |
| S2 |
3.945 |
3.945 |
4.214 |
|
| S3 |
3.688 |
3.846 |
4.190 |
|
| S4 |
3.431 |
3.589 |
4.120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.301 |
4.044 |
0.257 |
6.0% |
0.123 |
2.9% |
84% |
True |
False |
87,443 |
| 10 |
4.301 |
3.911 |
0.390 |
9.2% |
0.122 |
2.9% |
90% |
True |
False |
64,153 |
| 20 |
4.301 |
3.904 |
0.397 |
9.3% |
0.117 |
2.8% |
90% |
True |
False |
50,108 |
| 40 |
4.301 |
3.325 |
0.976 |
22.9% |
0.104 |
2.4% |
96% |
True |
False |
35,684 |
| 60 |
4.301 |
3.325 |
0.976 |
22.9% |
0.100 |
2.3% |
96% |
True |
False |
27,974 |
| 80 |
4.301 |
3.204 |
1.097 |
25.7% |
0.098 |
2.3% |
96% |
True |
False |
22,517 |
| 100 |
4.301 |
3.204 |
1.097 |
25.7% |
0.097 |
2.3% |
96% |
True |
False |
18,931 |
| 120 |
4.301 |
3.204 |
1.097 |
25.7% |
0.095 |
2.2% |
96% |
True |
False |
16,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.777 |
|
2.618 |
4.594 |
|
1.618 |
4.482 |
|
1.000 |
4.413 |
|
0.618 |
4.370 |
|
HIGH |
4.301 |
|
0.618 |
4.258 |
|
0.500 |
4.245 |
|
0.382 |
4.232 |
|
LOW |
4.189 |
|
0.618 |
4.120 |
|
1.000 |
4.077 |
|
1.618 |
4.008 |
|
2.618 |
3.896 |
|
4.250 |
3.713 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.256 |
4.235 |
| PP |
4.250 |
4.209 |
| S1 |
4.245 |
4.183 |
|